Classical Model Selection via Simulated Annealing

DOI10.1111/1467-9868.00399MaRDI QIDQ4665871zbMATH OpenOpenAlexFDO

Authors Nial Friel, Ruth King, S. P. Brooks

Publication date 11 April 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00399

zbMATH Keywords

autoregressive time seriescapture-recaptureclassical statisticsinformation criterialogistic regressionMarkov chain Monte Carlo methodsoptimizationreversible jump Markov chain Monte Carlo samplingvariable selection

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric inference (62F99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A new look at the statistical model identification
• A Simplex Method for Function Minimization
• Genetic algorithms and very fast simulated reannealing: A comparison
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here

Cited in

(15)

• Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
• On time series model selection involving many candidate ARMA models
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
• Theoretical and experimental study of through-wall microwave tomography inverse problems
• On multivariate time series model selection involving many candidate VAR models
• Trans-dimensional Markov chains and their applications in statistics
• Multiset Model Selection
• Quick counts from non-selected polling stations
• Adaptive proposal construction for reversible jump MCMC
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• scientific article; zbMATH DE number 2116107 (Why is no real title available?)
• Factors Influencing Soay Sheep Survival: A Bayesian Analysis
• Model choice using reversible jump Markov chain Monte Carlo
• Bayesian fractional polynomials

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Uses Software

• BRENT

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